ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 19-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
115-16 |
115-09 |
-0-07 |
-0.2% |
114-21 |
| High |
115-22 |
116-17 |
0-27 |
0.7% |
115-22 |
| Low |
115-05 |
115-09 |
0-04 |
0.1% |
113-29 |
| Close |
115-18 |
116-08 |
0-22 |
0.6% |
115-18 |
| Range |
0-17 |
1-08 |
0-23 |
135.3% |
1-25 |
| ATR |
0-25 |
0-26 |
0-01 |
4.4% |
0-00 |
| Volume |
9,767 |
15,852 |
6,085 |
62.3% |
17,332 |
|
| Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-25 |
119-08 |
116-30 |
|
| R3 |
118-17 |
118-00 |
116-19 |
|
| R2 |
117-09 |
117-09 |
116-15 |
|
| R1 |
116-24 |
116-24 |
116-12 |
117-00 |
| PP |
116-01 |
116-01 |
116-01 |
116-05 |
| S1 |
115-16 |
115-16 |
116-04 |
115-24 |
| S2 |
114-25 |
114-25 |
116-01 |
|
| S3 |
113-17 |
114-08 |
115-29 |
|
| S4 |
112-09 |
113-00 |
115-18 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-13 |
119-24 |
116-17 |
|
| R3 |
118-20 |
117-31 |
116-02 |
|
| R2 |
116-27 |
116-27 |
115-28 |
|
| R1 |
116-06 |
116-06 |
115-23 |
116-16 |
| PP |
115-02 |
115-02 |
115-02 |
115-07 |
| S1 |
114-13 |
114-13 |
115-13 |
114-24 |
| S2 |
113-09 |
113-09 |
115-08 |
|
| S3 |
111-16 |
112-20 |
115-02 |
|
| S4 |
109-23 |
110-27 |
114-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-17 |
113-29 |
2-20 |
2.3% |
0-25 |
0.7% |
89% |
True |
False |
6,636 |
| 10 |
116-17 |
113-07 |
3-10 |
2.8% |
0-26 |
0.7% |
92% |
True |
False |
4,102 |
| 20 |
116-17 |
112-09 |
4-08 |
3.7% |
0-26 |
0.7% |
93% |
True |
False |
2,302 |
| 40 |
116-17 |
110-01 |
6-16 |
5.6% |
0-20 |
0.5% |
96% |
True |
False |
1,251 |
| 60 |
116-17 |
109-24 |
6-25 |
5.8% |
0-19 |
0.5% |
96% |
True |
False |
842 |
| 80 |
116-17 |
109-01 |
7-16 |
6.5% |
0-15 |
0.4% |
96% |
True |
False |
642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-27 |
|
2.618 |
119-26 |
|
1.618 |
118-18 |
|
1.000 |
117-25 |
|
0.618 |
117-10 |
|
HIGH |
116-17 |
|
0.618 |
116-02 |
|
0.500 |
115-29 |
|
0.382 |
115-24 |
|
LOW |
115-09 |
|
0.618 |
114-16 |
|
1.000 |
114-01 |
|
1.618 |
113-08 |
|
2.618 |
112-00 |
|
4.250 |
109-31 |
|
|
| Fisher Pivots for day following 19-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
116-04 |
116-00 |
| PP |
116-01 |
115-24 |
| S1 |
115-29 |
115-16 |
|